Doria believes Chelsea are one of the biggest clubs in Europe but is focused on his form for Marseille over transfer speculation.
Chelsea boss Antonio Conte is reportedly keen to bolster his defence, with frailties at the back undermining some of the progress made during the early months of his Stamford Bridge reign.
Doria has established himself as a first-team fixture at Marseille this term, having been loaned to Sao Paulo and Granada since joining the club in 2014.
Speaking in an interview with Canal Football Club, the 21-year-old Brazilian hailed Chelsea as one of the leading clubs in Europe but insisted he is settled at Marseille.
"Yes, I heard about [Chelsea's reported interest] through social media," Doria said.
"But I think that I need to continue to do my work. We have played eight games, I need to continue.
"I don't know [if it is true]. I found out about it like you did. But that should not stop one from dreaming, they are one of biggest clubs in Europe.
"I am happy about these rumours, but what is most important is to continue playing well."